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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+540.89%
30d Period Avg−27.29%
swing±177.84%
LONG Crypto.com · nowPIXELUSD-PERP
−528.29%
30d avg:+38.81%
SHORT BloFin · now
+12.61%
30d avg:+11.52%
Entry Spread Now
−0.002%
NeutralL 0.005911 · S 0.005911
24h range −0.79%…+0.98% · median +0.22%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$227.54
−2.28%
$Avg Daily PnL
−$6.85
−0.0685%
★Best Day
+$40.24
Sep 25
◎Open Interest
⚡Funding APR
−25.01%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.